Normality and the numerical range

It is well known that if A is an n by n normal matrix, then the numerical range of A is the convex hull of its spectrum. The converse is valid for n ? 4 but not for larger n. In this spirit a characterization of normal matrices is given only in terms of the numerical range. Also, a characterization is given of matrices for which the numerical range coincides with the convex hull of the spectrum. A key observation is that the eigenvectors corresponding to any eigenvalue occuring on the boundary of the numerical range must be orthogonal to eigenvectors corresponding to all other eigenvalues.     

Numerical Solution to Hybrid Stochastic Differential Systems

Abstract

In this article numerical methods for solving hybrid stochastic differential systems of Itô-type are developed by piecewise application of numerical methods for SDEs. We prove a convergence result if the corresponding method for SDEs is numerically stable with uniform convergence in the mean square sense. The Euler and Runge–Kutta methods for hybrid stochastic differential equations are specifically described and the order of the error is given for the Euler method. A numerical example is given to illustrate the theory.     

On an algorithm of Milne and Reynolds

The Milne-Reynolds averaging technique is extended to all weakly stable methods of numerical integration of ordinary differential equations, and a numerical example is presented. Also, a Milne-Reynolds average is given which reduces by a factor ofO(h ^2l+1) the unstable component of the error arising with Milne's methods without changing the order of the truncation error. The average is given explicitly forl=1,2.     

Mean-square stability of stochastic age-dependent delay population systems with jumps

In this paper, we present the compensated stochastic θ method for stochastic age-dependent delay population systems (SADDPSs) with Poisson jumps. The definition of mean-square stability of the numerical solution is given and a sufficient condition for mean-square stability of the numerical solution is derived. It is shown that the compensated stochastic θ method inherits stability property of the numerical solutions. Finally, the theoretical results are also confirmed by a numerical experiment.     

The Numerical Solution of Linear One-dimensional Parabolic Problems by the Method of Moments

^* Present address: Department of Mathematics, Carnegie Institute of Technology, Pittsburg, Pa., U.S.A. An account is given of the method of moments and its applicationto the numerical solution of the simple one-dimensional heatconduction equation. The rapid convergence of the method isdemonstrated by numerical examples and an estimate of the erroris given. Features in common with the matrix method of Wadsworth& Wragg are also discussed.     

Asymptotics and numerics of polynomials used in Tricomi and Buchholz expansions of Kummer functions

Expansions in terms of Bessel functions are considered of the Kummer function ₁ F ₁(a; c, z) (or confluent hypergeometric function) as given by Tricomi and Buchholz. The coefficients of these expansions are polynomials in the parameters of the Kummer function and the asymptotic behavior of these polynomials for large degree is given. Tables are given to show the rate of approximation of the asymptotic estimates. The numerical performance of the expansions is discussed together with the numerical stability of recurrence relations to compute the polynomials. The asymptotic character of the expansions is explained for large values of the parameter a of the Kummer function.     

Block boundary value methods for linear weakly singular Volterra integro-differential equations

A class of block boundary value methods (BBVMs) is constructed for linear weakly singular Volterra integro-differential equations (VIDEs). The convergence and stability of these methods is analysed. It is shown that optimal convergence rates can be obtained by using special graded meshes. Numerical examples are given to illustrate the sharpness of our theoretical results and the computational effectiveness of the methods. Moreover, a numerical comparison with piecewise polynomial collocation methods for VIDEs is given, which shows that the BBVMs are comparable in numerical precision.

     

The th moment stability for the stochastic pantograph equation

In this paper, we investigate the αth moment asymptotical stability of the analytic solution and the numerical methods for the stochastic pantograph equation by using the Razumikhin technique. Especially the linear stochastic pantograph equations and the semi-implicit Euler method applying them are considered. The convergence result of the semi-implicit Euler method is obtained. The stability conditions of the analytic solution of those equations and the numerical method are given. Finally, some experiments are given.     

Modified regularization method for the Cauchy problem of the Helmholtz equation

In this paper, the Cauchy problem for the Helmholtz equation is investigated. It is known that such problem is severely ill-posed. We propose a modified regularization method to solve it based on the solution given by the method of separation of variables. Convergence estimates are presented under two different a-priori bounded assumptions for the exact solution. Finally, numerical examples are given to show the effectiveness of the proposed numerical method.     

Numerical stability analysis of differential equations with piecewise constant arguments with complex coefficients

In this paper we consider the analytical and numerical stability regions of Runge-Kutta methods for differential equations with piecewise continuous arguments with complex coefficients. It is shown that the analytical stability region contained in the numerical one is violated for a∉R by the geometric technique. And we give the conditions under which the analytical stability region is contained in the union of the numerical stability regions of two Runge-Kutta methods. At last, some experiments are given.     

The construction of numerical integration rules of degree three for product regions

Numerical integration formulas in n-dimensional Euclidean space of degree three are discussed. In this paper, for the product regions a method is presented to construct numerical integration formulas of degree three with 2n real points and positive weights. The presented problem is a little different from those dealt with by other authors. All the corresponding one-dimensional integrals can be different from each other and they are also nonsymmetrical. In this paper an n-dimensional numerical integration problem is turned into n one-dimensional moment problems, which simplifies the construction process. Some explicit numerical formulas are given. Furthermore, a more generalized numerical integration problem is considered, which will shed light on the final solution to the third degree numerical integration problem.     

A recurrence method for a special class of continuous time linear programming problems

This article studies a numerical solution method for a special class of continuous time linear programming problems denoted by (SP). We will present an efficient method for finding numerical solutions of (SP). The presented method is a discrete approximation algorithm, however, the main work of computing a numerical solution in our method is only to solve finite linear programming problems by using recurrence relations. By our constructive manner, we provide a computational procedure which would yield an error bound introduced by the numerical approximation. We also demonstrate that the searched approximate solutions weakly converge to an optimal solution. Some numerical examples are given to illustrate the provided procedure.     

A differential equations approach to the modal location for a family of bivariate gamma distributions

Analytical and numerical results are given for determining the location of the mode of a class of bivariate gamma densities as a function of the parameters. The model location for a class of bivariate gammas as considered by Kibble (1941, Sankhya A 5 137–150) is shown to satisfy a nonlinear differential equation in ϱ, the correlation coefficient for fixed shape parameter. Qualitative and asymptotic properties of the modal location are also given. Whenever the shape parameters are unequal, analytical and numerical results are used to provide a conjecture for the modal location in the general case.     

Oscillation analysis of numerical solutions in the θ‐methods for differential equation of advanced type

The paper deals with the oscillation analysis of numerical solution in the θ‐methods for differential equations with piecewise constant arguments of advanced type. The conditions of the oscillation for the θ‐method are obtained. It is proved that the oscillation of the analytic solution is preserved by the θ‐ method. Some numerical experiments are given. Copyright © 2015 John Wiley & Sons, Ltd.     

A linearly convergent iterative method for identifying H-matrices

ABSTRACT

H-matrices play an important role in applied sciences such as numerical analysis and optimization theory. An attractive question is to identify whether a given matrix is an H-matrix. In this paper, we propose a new iterative algorithm for identifying H-matrices. We show that the proposed algorithm has linear convergence and can determine the H-matrix characterization for any given matrix. Its performance is illustrated in a set of numerical tests.     

A new regularization method for a Cauchy problem of the time fractional diffusion equation

In this paper, we consider a Cauchy problem of the time fractional diffusion equation (TFDE). Such problem is obtained from the classical diffusion equation by replacing the first-order time derivative by the Caputo fractional derivative of order α (0 < α ≤ 1). We show that the Cauchy problem of TFDE is severely ill-posed and further apply a new regularization method to solve it based on the solution given by the Fourier method. Convergence estimates in the interior and on the boundary of solution domain are obtained respectively under different a-priori bound assumptions for the exact solution and suitable choices of regularization parameters. Finally, numerical examples are given to show that the proposed numerical method is effective.     

Fixed points of C2 maps

S.N. Chow and J.A. Yorke have proposed in abstract terms an algorithm for computing fixed points of C² maps that is globally convergent with probability one. A numerical implementation of that algorithm is presented here, where careful attention has been paid to computational efficiency, accuracy, and robustness. Convergence proofs for the numerical algorithm require differential geometry, and are given elsewhere. FORTRAN subroutines are given and explained in detail, and some typical numerical results are presented. It is shown how to modify the subroutines to compute zeros and handle some large sparse problems.     

Some special cases of the generalized hypergeometric function q+1Fq

Some special cases of the generalized hypergeometric function _q+1F_q with rational numbers as parameters are given in tabular form. These results complement existing tables. Some analytical aspects are discussed, and a derivation is given for those cases which correct existing table entries or replace numerical values by analytic expressions.     

Oscillation of Numerical Solution in the Runge-Kutta Methods for Equation x＇（t） = ax（t） ＋ aox（[t]）

The paper de ls with oscillation of Runge-Kutta methods for equation x＇（t） = ax（t） ＋ aox（[t]）. The conditions of oscillation for the numerical methods are presented by considering the characteristic equation of the corresponding discrete scheme. It is proved that any nodes have the same oscillatory property as the integer nodes. Furthermore, the conditions under which the oscillation of the analytic solution is inherited by the numerical solution are obtained. The relationships between stability and oscillation are considered. Finally, some numerical experiments are given.     

Bounds on the number of numerical semigroups of a given genus

Lower and upper bounds are given for the number n_g of numerical semigroups of genus g. The lower bound is the first known lower bound while the upper bound significantly improves the only known bound given by the Catalan numbers. In a previous work the sequence n_g is conjectured to behave asymptotically as the Fibonacci numbers. The lower bound proved in this work is related to the Fibonacci numbers and so the result seems to be in the direction to prove the conjecture. The method used is based on an accurate analysis of the tree of numerical semigroups and of the number of descendants of the descendants of each node depending on the number of descendants of the node itself.